PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-25 19:49:20.331175+00:00 (UTC)
In US/Central Time, this is 2024-03-25 14:49:20.331175-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.896940 -0.474606 0.086233 -0.008859 0.545228 0.254478
1997-01-03 -0.885230 -0.474606 -0.155573 0.006649 0.744817 0.205312
1997-01-06 -0.881327 -0.474606 -0.064144 -0.016613 0.777696 0.269265
1997-01-07 -0.881327 -0.453786 -0.129107 -0.047629 0.837325 0.382897
1997-01-08 -0.893036 -0.453786 -0.022038 -0.086398 0.785358 0.496136
... ... ... ... ... ... ...
2024-03-18 -0.869617 -1.473968 -0.733021 1.650488 0.714262 0.682696
2024-03-19 -0.881327 -1.463558 -0.794375 1.658242 0.738838 0.558592
2024-03-20 -0.865714 -1.401098 -0.888210 1.720274 0.828011 0.465811
2024-03-21 -0.900843 -1.432328 -0.902646 1.728028 0.836632 0.472552
2024-03-22 -0.889133 -1.453148 -0.885804 1.728028 0.764195 0.472552

7193 rows × 6 columns

../_images/12e6f62b0385527c710c8406a29650efb9415b90324b32ccad1f3238ae9d8d88.png
pc1
DATE
1997-01-02   -0.577315
1997-01-03   -0.683436
1997-01-06   -0.666346
1997-01-07   -0.702709
1997-01-08   -0.672383
                ...   
2024-03-18   -1.564379
2024-03-19   -1.572084
2024-03-20   -1.596226
2024-03-21   -1.626239
2024-03-22   -1.607368
Name: PC1, Length: 7193, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/386678eb1427544fc0c8f7a82f14d1ef3b5f850fbc0dab641ce215d5afb268b9.png
fig = px.line(pc1)
fig.show()
../_images/9a5778c1891c848f3d08b3ad5a91e1143bb0f331ea2d4a011f6dc640242ccdd9.png